FSP Options History — January 2019

In January 2019, FSP traded between $6.23 and $7.42. ATM implied volatility averaged 51.6%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 25.5% (HV 20d: 26.1%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 14.40.

Notable Days

  • 2019-01-02: Highest Volume — 934 contracts
  • 2019-01-18: Largest IV spike — 54.6% change
  • 2019-01-02: Highest IV Rank — 39.5%
  • 2019-01-02: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.87$6.23$7.42$6.23$7.42
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV51.6%22.5%72.4%72.4%33.1%
Expected Move13.5%6.4%20.8%20.8%8.3%
HV 20d26.1%16.7%33.5%27.2%17.0%
HV 60d31.6%25.8%34.0%33.7%25.8%
IV Rank24.9%4.0%39.5%39.5%10.8%
IV Percentile79.2%9.5%97.6%97.6%51.6%
Term Structure-12.5%-43.8%7.9%-2.9%-0.1%
VWIV60.7%60.7%60.7%60.7%60.7%
Skew 25d20.4%-0.1%78.1%5.8%46.2%
Skew 10d18.0%1.6%70.2%4.4%70.2%
Call IV 25d38.5%25.9%67.0%61.2%31.7%
Put IV 25d58.9%35.5%105.5%67.0%77.9%
Bid-Ask Spread %112.0729.35134.2259.3329.35
Gamma HHI0.640.500.920.500.74
Net GEX-3.1K-4.4K-1.7K-2.1K-3.9K
Net DEX94.3K70.1K110.6K110.6K70.1K
Net VEX-484-613-335-360-570
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.400.0072.000.0072.00
Total Volume376.2860934934710
Total OI1,325.7141,0581,5641,0581,564

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$6.23$7.5072.4%20.8%27.2%39.5%60.7%5.8%-2.9%-2.1K110.6K-3600.0059.33N/AN/A0934178880
2019-01-03$6.35$0.0065.9%10.8%28.6%35.1%0.0%0.9%-9.9%-1.9K103.7K-3440.0098.43N/AN/A0934178880
2019-01-04$6.52$0.0063.2%10.6%31.1%33.4%0.0%11.2%-12.8%-1.7K108.5K-3350.00120.29N/AN/A0934178880
2019-01-07$6.71$0.0068.6%16.7%32.9%37.0%0.0%25.3%-19.7%-2.3K91.9K-4600.00122.66N/AN/A00178880
2019-01-08$6.81$0.0070.5%13.2%33.5%38.2%0.0%5.9%-5.5%-2.2K88.7K-4530.00134.06N/AN/A200178880
2019-01-09$6.80$0.0054.2%15.6%32.1%27.4%0.0%3.4%-24.6%-2.9K85.7K-4820.00121.78N/AN/A200193880
2019-01-10$6.88$0.0056.7%16.3%32.5%29.0%0.0%9.3%-22.1%-2.2K86.6K-4460.00125.87N/AN/A200193880
2019-01-11$6.84$0.0054.4%15.6%32.5%27.5%0.0%9.5%-26.5%-2.6K81.2K-4330.00133.04N/AN/A200193880
2019-01-14$6.79$0.0046.2%13.2%30.5%22.0%0.0%40.6%4.3%-3.2K100.5K-5250.00126.88N/AN/A001931,240
2019-01-15$6.78$0.0060.7%17.4%30.2%31.7%0.0%-0.1%-35.0%-3.2K108.7K-5240.00124.60N/AN/A001931,240
2019-01-16$6.81$0.0055.1%15.8%28.3%28.0%0.0%9.1%-9.1%-3.3K107.4K-5280.00126.78N/AN/A07201931,240
2019-01-17$6.80$0.0042.6%12.2%28.1%19.6%0.0%18.1%-10.7%-3.2K103.8K-5060.00116.89N/AN/A07201931,240
2019-01-18$6.84$0.0065.8%18.9%27.4%35.1%0.0%12.0%-43.8%-3.4K94.3K-44272.00134.22N/AN/A107201931,240
2019-01-22$6.83$0.0047.1%13.5%25.9%22.7%0.0%13.4%-12.4%-3.2K106.8K-4970.00109.99N/AN/A01801451,220
2019-01-23$6.88$0.0038.9%11.2%23.1%15.2%0.0%14.7%-9.3%-3.5K105.3K-5270.00110.41N/AN/A01801451,400
2019-01-24$6.94$0.0048.9%14.0%16.7%22.0%0.0%32.0%-12.0%-3.4K93.2K-6130.00108.69N/AN/A01801451,400
2019-01-25$7.12$0.0052.7%15.1%17.9%24.6%0.0%54.9%-23.2%-3.6K83.3K-5630.00119.09N/AN/A01801451,400
2019-01-28$7.24$0.0031.6%9.1%18.0%10.2%0.0%20.8%-0.8%-4.0K88.1K-5340.00107.02N/AN/A001191,400
2019-01-29$7.27$0.0022.5%6.4%18.0%4.0%0.0%78.1%7.9%-4.1K88.0K-5370.00107.77N/AN/A07101191,400
2019-01-30$7.32$0.0031.8%9.1%17.0%9.9%0.0%17.7%6.1%-4.4K74.0K-4800.00116.40N/AN/A07101191,445
2019-01-31$7.42$7.5033.1%8.3%17.0%10.8%0.0%46.2%-0.1%-3.9K70.1K-5700.0029.35N/AN/A07101191,445